+34.4%
UNP vs PSX
+103.3%
-68.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -2.7% | +15.6% | -18.4% | -3.7% |
| 3M | +6.5% | +46.5% | -40.0% | +3.3% |
| 6M | +14.4% | +55.0% | -40.6% | +10.3% |
| YTD | +24.8% | +105.3% | -80.5% | +14.9% |
| 1Y | +34.4% | +101.6% | -67.2% | +24.7% |
| All | +34.4% | +103.3% | -68.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling